Estimation of dynamic panel data models with a lot of heterogeneity
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Publication:5065202
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Cites work
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- A weak instrument \(F\)-test in linear IV models with multiple endogenous variables
- Analysis of Covariance with Qualitative Data
- Another look at the instrumental variable estimation of error-components models
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Efficient estimation of models for dynamic panel data
- Efficient estimation of panel data models with sequential moment restrictions
- Formulation and estimation of dynamic models using panel data
- GMM estimation and inference in dynamic panel data models with persistent data
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Initial conditions and moment restrictions in dynamic panel data models
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- On the effect of mean-nonstationarity in dynamic panel data models
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
- Redundancy of moment conditions
- Small sample bias properties of the system GMM estimator in dynamic panel data models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Specification Tests in Econometrics
- The weak instrument problem of the system GMM estimator in dynamic panel data models
Cited in
(28)- New estimators of AR(2) panel data model
- Residual-based IV estimation of dynamic panel data models with fixed effects
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Estimation of heterogeneous panels with systematic slope variations
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Dynamic panel GMM using R
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- A Note on Dynamic Modelling from Short and Heterogeneous Pseudo Panels
- Panel AR(1) estimators under misspecification
- Estimation of heterogeneous autoregressive parameters with short panel data
- GMM estimation and inference in dynamic panel data models with persistent data
- scientific article; zbMATH DE number 6515399 (Why is no real title available?)
- A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
- A new panel data treatment for heterogeneity in time trends
- Heterogeneous structural breaks in panel data models
- X-differencing and dynamic panel model estimation
- Fixed T dynamic panel data estimators with multifactor errors
- Mean average estimation of dynamic panel models with nonstationary initial condition
- Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels
- An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data
- Unequal spacing in dynamic panel data: identification and estimation
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
- Indirect inference approach to estimating dynamic panel data models with irregular spacing
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
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